+682.5%
MRNA vs FICO
+390.6%
+291.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.5% | +1.8% |
| 7D | +5.5% | -19.2% | +24.7% | +10.5% |
| 30D | +158.7% | -14.6% | +173.3% | +170.2% |
| 3M | +182.1% | -20.1% | +202.2% | +195.2% |
| 6M | +151.8% | -36.3% | +188.1% | +171.3% |
| YTD | +393.6% | -44.9% | +438.4% | +443.9% |
| 1Y | +499.5% | -38.6% | +538.1% | +546.3% |
| 3Y | +29.3% | +4.0% | +25.3% | +25.3% |
| 5Y | -65.1% | +99.5% | -164.6% | -70.1% |
| All | +682.5% | +390.6% | +291.9% | +372.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling